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Some impossibility theorems in econometrics with applications to instrumental variables, dynamic models and cointegration
Dufour, Jean-Marie, (1995)
A new approach to the asymptotics of HAC robust testing in econometrics
Kiefer, Nicholas M., (2000)
Bayesian inference in econometrics
Bhat, Avanindra Narayan, (1999)
Testing for the existence of a long-run relationship
Pesaran, M. Hashem, (1996)
A unified approach to estimation and orthogonality tests in linear single-equation econometric models
Pesaran, M. Hashem, (1990)
A generalized R2 and non-nested tests for regression models estimated by the instrumental variables method
Pesaran, M. Hashem, (1993)